Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282038.3237 | 294992.5919 | -12954.2681 | -54193.7701 | 26121.3076 | -80315.0777 |
Total P&L (%) | 282.0383 | 294.9926 | -12.9543 | -54.1938 | 26.1213 | -80.3151 |
Avg Daily Profit (%) | 0.1586 | 0.1659 | -0.0073 | -0.0439 | 0.013 | -0.0913 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159805 | -124941 | -111908 | -229355 | -229102 | -165868 |
Profit Factor | 1.2388 | 1.4271 | 0.9736 | 0.9599 | 1.0323 | 0.8524 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 63.7736 | 63.6364 | 63.9098 | 63.7736 | 63.6364 | 63.9098 |
Ratio Avg Win / Avg Loss | 0.7037 | 0.8155 | 0.5498 | 0.5453 | 0.5899 | 0.4814 |
Largest Winning Trade | 93502 | 93502 | 22912 | 79603 | 79603 | 25392 |
Largest Losing Trade | -78841 | -78841 | -29915 | -116617 | -116617 | -61125 |
Avg Bars in Trades | 79 | 128 | 30 | 79 | 128 | 30 |
Avg Bars in Winners | 50 | 75 | 26 | 50 | 75 | 26 |
Avg Bars in Losers | 128 | 220 | 37 | 128 | 220 | 37 |
Bars Traded | 20988 | 16967 | 4021 | 20988 | 16967 | 4021 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305344 | 291132 | -579176 | -577606 | -363949 | -579176 |
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21344, "evaluation_days": 1778.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1606874400000, "last_datapoint_time": 1759485600000, "evaluation_time": 1759494406258, "expiration_time": 1765017964800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 282038.3237482128, 294992.5918874982, -12954.268139285, -54193.7701003871, 26121.3076122773, -80315.0777126645 ], [ 282.038324, 294.992592, -12.954268, -54.19377, 26.121308, -80.315078 ], [ 0.158567, 0.16585, -0.007283, -0.043886, 0.013048, -0.091336 ], [ 10, 10, 10, 10, 10, 10 ], [ -159805, -124941, -111908, -229355, -229102, -165868 ], [ 1.238779, 1.427149, 0.973593, 0.959935, 1.032314, 0.852439 ], [ 265, 132, 133, 265, 132, 133 ], [ 169, 84, 85, 169, 84, 85 ], [ 96, 48, 48, 96, 48, 48 ], [ 63.773585, 63.636364, 63.909774, 63.773585, 63.636364, 63.909774 ], [ 0.703685, 0.815514, 0.549794, 0.545288, 0.589894, 0.481377 ], [ 93502, 93502, 22912, 79603, 79603, 25392 ], [ -78841, -78841, -29915, -116617, -116617, -61125 ], [ 79, 128, 30, 79, 128, 30 ], [ 50, 75, 26, 50, 75, 26 ], [ 128, 220, 37, 128, 220, 37 ], [ 20988, 16967, 4021, 20988, 16967, 4021 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305344, 291132, -579176, -577606, -363949, -579176 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21344, "evaluation_days": 1778.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1606874400000, "last_datapoint_time": 1759485600000, "evaluation_time": 1759494406258, "expiration_time": 1765017964800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|